Steven Thorley

Finance · 2002–2013

A researcher in the Science corpus: 5 papers; trusts 5 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom Steven Thorley trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Daniel Kahneman
  2. Amos Tversky
  3. Oliver Ledoit
  4. Eugene F. Fama

Who trusts Steven Thorley overall

  1. Xueming Luo
  2. Shiu‐Sheng Chen
  3. Wen-I Chuang
  4. Jean-Noël Barrot
  5. Kenneth R. French

Papers from Steven Thorley's perspective

Ordered by how strongly the researchers Steven Thorley trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  2. Centre De Referència En Economia Analítica Barcelona Economics Working Paper Series Working Paper Nº 92 Honey, I Shrunk the Sample Covariance Matrix Honey, I Shrunk the Sample Covariance Matrix
  3. The High Volume Return Premium
  4. Price Momentum and Trading Volume
  5. Minimum-Variance Portfolios in the U.S. Equity Market
  6. Prospect theory: An analysis of decision under risk Econometrica 47
  7. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
  8. Institutional Investors and Equity Prices
  9. On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model
  10. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

Their papers